I don't think the zinc coating will be a problem since you are not burning it, besides you will get a coating of smoke on it in no time.
I'm currently working on some thermometer holders and probe access tubes and those collars come in a variety of materials... from nylon to alumimum, to zinc plated steel, and also stainless. In the 1/4 and 3/8 sizes, they are about $1.25 each in steel, and $3.25 in stainless... so, if you are nervous you can move to stainless. .
KCBS - CBJ
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